I have never really used stitchmarkers before simply because I have never really needed to. However, today I wanted to mark stitches and in the absence of any stitchmarkers I used some Clipiola Italian style paperclips (made by Cavalini of San Francisco).
These, like 'real' stitchmarkers, fit around your needles, even really thick ones.
These are also, apparently, excellent stand-ins when blocking - you simply put a clip wherever you want the point to be, then attach to a corkboard. How successful this method will be remains to be seen later.....Watch this space (again)!!
How to get glue from a failed attempt to have a screen protector on a PSP. TURPS.